ENGLISH

Stochastic Differential Equations

By C. Doleans–Dade (auth.) , Jaures Cecconi (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2011
ISBN
978-3-642-11077-1, 978-3-642-11079-5
DOI
10.1007/978-3-642-11079-5
Language
english
Format
PDF
Filesize
11 MB (11484552 bytes)
Series
C.I.M.E. Summer Schools 77
Edition
1
Pages
249\240
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Probability Theory and Stochastic Processes; Parti

Description

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes.- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G.S. Goodman: The embedding problem for stochastic matrices.

Similar books